VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      149,160
COMMITMENTS
   6,090   21,236   28,306   98,997   82,300  133,393  131,842   15,767   17,318

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -18,583)
  -2,293    3,253      251  -13,729  -21,844  -15,771  -18,340   -2,812     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     14.2     19.0     66.4     55.2     89.4     88.4     10.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      18       30       33       24       31       68       78
 

Updated November 29, 2010